+691.1%
COHR vs FROG
+22.3%
+668.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.8% | +4.6% |
| 7D | +8.3% | -0.5% | +8.8% | +8.4% |
| 30D | -14.1% | +1.3% | -15.5% | -15.0% |
| 3M | -16.0% | +11.1% | -27.1% | -18.8% |
| 6M | +21.5% | +108.3% | -86.9% | -1.0% |
| YTD | +65.4% | +39.6% | +25.9% | +45.9% |
| 1Y | +195.0% | +74.7% | +120.3% | +142.3% |
| 3Y | +830.2% | +224.1% | +606.1% | +510.4% |
| 5Y | +397.1% | +138.4% | +258.7% | +229.6% |
| All | +691.1% | +22.3% | +668.8% | +434.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling